I am using a simple App named PDA Net from the Google Play to connect mobile to the Internet. Its free to download and you can easily get it from this official page. After installing it on your mobile you have to install the same app on your Computer.
Get PDA Net App for your Computer from this link : http://junefabrics.com/desktop/
Let check out the whole procedure in details:
1. After installing PDA Net app in your mobile just launch the app and select USB Tether Mode. There are three options which you can use to connect your mobile to your computer. Select the first one because in this tutorial we are connecting through USB Cable.
2. Install Windows version App of PDA Net to your Computer. You can see an icon appeared in your notification bar. (for more details look at the screenshot given). Then connect your mobile to your Computer using USB. Make sure that you have selected the USB Tether Mode option from your mobile.
3. Now just select the Icon from your notification bar in your Computer and right click on it and hit Connect to Internet. Wait for a while and yes you are connected to internet. Wow! you have done. Now simply launch your browser and start surfing.
Note: I recommend you to first activate a data plan otherwise charges will be deducted from your account balance in a rapid speed.